At the end of a wave some heroes seem to have unique lines. Here are some I captured. 
I wonder what factors can bring them to say something or are they all in random
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I’ve been wondering that as well. I’ve had Dogface say, “Nice shot” and “Hooah”, Cross say, “I think there’s a shortcut up ahead”, and Ryker say, “We’ve got ‘em on the run!” It must have some kind of connection to the level you’re playing, because I play a bunch of missions in Disrticts 1-3 and the lines halfway made sense with the story.